Pre-Market IV Report November 6, 2019

Pre-Market IV Report November 6, 2019

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: MTCH APA AMRN MDR I TGT WMT M WLL OMI ARQL WBA DG COMM CLDR PLT IAC TIF YELP DIS TEVA

Options expected to have increasing volume: HPQ XRX WBA CVS HUM LL WEN WYNN COTY DVN PLT FANG WW YELP DIS MNST TEVA MTCH WW ATVI GPRO

Walgreens (WBA) November weekly call option implied volatility is at 58, November is at 38, December is at 30; compared to its 52-week range of 19 to 38 after Reuters reported explored divesting assets like AmerisourceBergen stake. Call put ratio 3.3 calls to 1 put with focus on November 62.50 calls.

HP, Inc. (HPQ) November weekly call option implied volatility is at 24, November is at 23, December is at 29; compared to its 52-week range of 19 to 44 into WSJ report of Xerox (XRX) considers takeover offer for HPQ. Call put ratio 2.2 calls to 1 put with focus on December 19.50 calls.

Xerox (XRX) November weekly call option implied volatility is at 23, December is at 24; compared to its 52-week range of 25 to 60 into WSJ report of Xerox considers takeover offer for HP, Inc. (HPQ).

NIO Inc. (NIO) November weekly call option implied volatility is at 214, November is at 166, December is at 117; compared to its 52-week range of 59 to 222 after sharp rally. Call put ratio 2.9 calls to 1 put.

Uber (UBER) November weekly call option implied volatility is at 114, November is at 82, December is at 57; compared to its 52-week range of 39 to 83 into lock-up period ending on November 6. Call put ratio 1 call to 1.6 puts.

CVS (CVS) November weekly call option implied volatility is at 67, November is at 42; compared to its 52-week range of 22 to 40 into the expected release of quarter results today before the bell.

Humana (HUM) November weekly call option implied volatility is at 46, November is at 34; compared to its 52-week range of 19 to 36 into the expected release of quarter results today before the bell.

Liquidators (LL) November weekly call option implied volatility is at 161, November is at 97; compared to its 52-week range of 42 to 92 into the expected release of quarter results before the bell.

Wendy’s (WEN) November call option implied volatility is at 35, December is at 26; compared to its 52-week range of 21 to 41 into the expected release of quarter results today before the bell.

Coty (COTY) November weekly call option implied volatility is at 138, November is at 80; compared to its 52-week range of 32 to 82 into the expected release of quarter results before the bell.

Straddle prices for stocks expected to report quarterly results this week

CVS (CVS) November weekly 67.50 straddle priced for a move of 5% into the expected release of financial results before the bell.

Humana (HUM) November weekly 295 straddle priced for a move of 3.5% into the expected release of financial results before the bell.

Liquidators (LL) November weekly 9.5% straddle priced for a move of 14% into the expected release of financial results before the bell.

Wendy’s (WEN) November 21 straddle priced for a move of 5% into the expected release of financial results before the bell.

Coty (COTY) November weekly 11.50 straddle priced for a move of 11% into the expected release of financial results before the bell.

Wynn Resort (WYNN) November weekly 127 straddle priced for a move of 6% into the expected release of financial results today

Walt Disney (DIS) November weekly 132 straddle priced for a move of 3.5% into the expected release of financial results today after the bell

Activision Blizzard (ATVI) November weekly 55.5 straddle priced for a move of 6.5% into the expected release of financial results today after the bell

Booking Holdings (BKNG) November weekly 2025 straddle priced for a move of 5% into the expected release of financial results today after the bell

Discovery (DISCA) November 27.50 straddle priced for a move of 6% into the expected release of financial results today

GoPro (GPRO) November weekly 4.5 straddle priced for a move of 13% into the expected release of financial results today after the bell

Hain Celestial Group (HAIN) November 24 straddle priced for a move of 7.5% into the expected release of financial results today before the bell

Monster Beverage (MNST) November weekly 56.50 straddle priced for a move of 7% into the expected release of financial results today

Ralph Lauren (RL) November weekly 102 straddle priced for a move of 7.5% into the expected release of financial results today before the bell

Teva (TEVA) November weekly 8.5 straddle priced for a move of 10% into the expected release of financial results today

TreeHouse (THS) November 50 straddle priced for a move of 8% into the expected release of financial results today before the bell

Trade Desk (TTD) November weekly 200 straddle priced for a move of 12.5% into the expected release of financial results today after the bell

Walt Disney (DIS) November weekly 131 straddle priced for a move of 3.5% into the expected release of financial results today after the bell

Yelp (YELP) November weekly 33 straddle priced for a move of 13% into the expected release of financial results today after the bell

Revlon (REV) November 25 straddle priced for a move of 20% into the expected release of financial results before the bell November 7

YPF Sociedad (YPF) November weekly 10 straddle priced for a move of 9% into the expected release of financial results before the bell November 7

Zillow Group (Z) November weekly 33.50 straddle priced for a move of 13.50% into the expected release of financial results before the bell November 7

Zoetis (ZTS) November weekly 120 straddle priced for a move of 3% into the expected release of financial results before the bell November 7

Options with decreasing option implied volatility: NOK ANET GRUB WMGI FIT PCG WMGI ABMD TUP REAL ENPH DDD
Increasing unusual option volume: PLT AVTR WMGI EWC CARG EXTR NEWR REAL HALO MPW
Increasing unusual call option volume: WMGI NEWR R INTC UA UAA PAGP MLM PRTY CLX
Increasing unusual put option volume: REAL MPW VKTX ANGI EWC CWH GDDY EHTH
Popular stocks with increasing unusual volume: NIO MYL CHK M
Active options: INTC UBER AMD BAC NIO GE BABA TSLA BA MSFT FIT KO FB CHK T M MCD MDR MYL

Global S&P Futures are recently up 0.75 from previous day. Nikkei 225 up 0.2%, DAX up 0.01 %, WTI Crude oil is recently at $56.88, natural gas down 0.7%, gold at $1488 an ounce